Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 0.717898 0.822811 0.946243 1.104518 1.305632 1.557815 1.906769
2025-08-03 0.620990 0.756373 0.931791 1.184043 1.553064 2.102492 3.051573
2025-08-10 0.528279 0.669067 0.863504 1.166545 1.659705 2.506555 4.311318
2025-08-17 0.450922 0.585943 0.780569 1.101478 1.666493 2.753533 5.550702
2025-08-24 0.403179 0.535893 0.734663 1.079934 1.735986 3.155851 7.709498
2025-08-31 0.386711 0.528234 0.750402 1.162760 2.030511 4.259773 14.739958
2025-09-07 0.356890 0.495751 0.720224 1.155049 2.135619 4.994793 24.077876
2025-09-14 0.329103 0.463039 0.684500 1.128189 2.186970 5.636262 39.299237
2025-09-21 0.308137 0.438987 0.660214 1.118686 2.278947 6.554561 79.043580
2025-09-28 0.287251 0.412997 0.629118 1.088558 2.305454 7.271231 167.284584
2025-10-05 0.283388 0.415001 0.648877 1.173042 2.705187 10.682929 472993.351397
2025-10-12 0.285621 0.427528 0.690074 1.318765 3.415671 19.568862 NaN
2025-10-19 0.273099 0.413849 0.680311 1.343711 3.746878 28.726562 NaN
2025-10-26 0.260781 0.399466 0.667407 1.358366 4.064803 43.618287 NaN
2025-11-02 0.243480 0.374517 0.629681 1.296850 3.994292 50.244705 NaN
2025-11-09 0.225304 0.346768 0.583559 1.203941 3.723967 48.018335 NaN
2025-11-16 0.213519 0.330239 0.559911 1.171657 3.754803 60.361451 NaN
2025-11-23 0.211768 0.332405 0.576606 1.261277 4.541473 199.443668 NaN
2025-11-30 0.203152 0.320743 0.561477 1.250650 4.735911 413.480847 NaN
2025-12-07 0.193935 0.307327 0.541140 1.219552 4.775364 794.650601 NaN
2025-12-14 0.186693 0.297331 0.527694 1.208469 4.959896 3874.191456 NaN
2025-12-21 0.178622 0.285240 0.508403 1.174510 4.948802 31286.182355 NaN
2025-12-28 0.178409 0.288687 0.525589 1.269205 6.153962 NaN NaN